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Die asiatische Wirtschaftskrise ist ein Thema, mit dem sich mittlerweile zahlreiche Publikationen beschäftigt haben und noch beschäftigen. Das Spezifische des vorliegenden Bandes besteht darin, die Asienkrise als prominentes Beispiel einer regionalen Wirtschaftskrise anzusehen und nach...
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NBER will serve as a useful basis for further debate on the theory and practice of speculative attacks, as well as a …
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The Bank of Korea and the Bank for International Settlements (BIS) co-hosted a conference on "Asia-Pacific fixed income … bonds; bond financing by Asian firms; and the role of different institutional investors in Asia-Pacific bond markets. …
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This paper proposes an original three-part sequential testing procedure (STP), with which to test for contagion using a multivariate model. First, it identifies structural breaks in the volatility of a given set of countries. Then a structural break test is applied to the correlation matrix to...
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